+1.5%
SMR vs ROK
+70.6%
-69.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -4.8% |
| 7D | +4.7% | -1.6% | +6.3% | +5.8% |
| 30D | +3.2% | -5.4% | +8.7% | +7.3% |
| 3M | +9.9% | -4.0% | +13.9% | +12.5% |
| 6M | -15.1% | +13.3% | -28.5% | -21.6% |
| YTD | -27.9% | +9.3% | -37.3% | -31.3% |
| 1Y | -70.2% | +25.8% | -96.1% | -73.7% |
| 3Y | +72.5% | +49.1% | +23.4% | +36.6% |
| All | +1.5% | +70.6% | -69.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling